PDF stands for probability density function: a function whose area over any range gives the probability that the quantity falls in that range. In uncertainty work each input is assigned a PDF that encodes what is known about it, such as normal for a certificate value, rectangular for a spec limit or U-shaped for a quantity cycling between bounds. The standard deviation of the PDF is the standard uncertainty, and Monte Carlo methods sample directly from these curves.
What PDF did you assign to the thermometer spec, rectangular? Then the divisor is root three, not two.
Also heard as
- probability density function
- distribution
Related terms
Normal distribution
The bell-shaped distribution assumed for most certificate values and averaged readings, set by mean and standard deviation.
Rectangular distribution
A distribution giving equal likelihood to every value between two limits, used when only the bounds are known.
Triangular distribution
A distribution peaked at the center and falling linearly to zero at the limits, with a divisor of root six.
U-shaped distribution
A distribution where values near the limits are most likely, used for cycling effects such as RF mismatch or room temperature.
Monte Carlo method
Propagating uncertainty by random sampling of input distributions through the measurement model, many thousands of times.